-30.5%
TENB vs TAP
-2.6%
-27.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -7.1% | -5.3% | -1.9% | -6.8% |
| 30D | -15.4% | -7.4% | -8.0% | -14.9% |
| 3M | +19.5% | -4.9% | +24.4% | +19.9% |
| 6M | +54.8% | -14.2% | +69.0% | +56.9% |
| YTD | +36.1% | -14.8% | +51.0% | +37.7% |
| 1Y | +7.0% | -18.1% | +25.1% | +8.7% |
| 3Y | -27.6% | -32.7% | +5.1% | -24.8% |
| 5Y | -30.5% | -0.5% | -30.0% | -32.6% |
| All | -30.5% | -2.6% | -27.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling